Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-11-09 0.322485 0.353317 0.387174 0.427367 0.474122 0.527217 0.592683
2025-11-16 0.282893 0.321864 0.367226 0.424694 0.496696 0.585540 0.706146
2025-11-23 0.262751 0.307829 0.362773 0.436191 0.534212 0.664533 0.858434
2025-11-30 0.243381 0.291502 0.352259 0.436929 0.555998 0.724695 0.997275
2025-12-07 0.226583 0.276201 0.340654 0.433649 0.570326 0.775135 1.132315
2025-12-14 0.211890 0.262038 0.328726 0.427805 0.579086 0.817401 1.263692
2025-12-21 0.198188 0.247952 0.315404 0.418067 0.579941 0.846232 1.378021
2025-12-28 0.191716 0.243103 0.314324 0.425881 0.608777 0.926377 1.616178
2026-01-04 0.187300 0.240667 0.316284 0.438210 0.646329 1.029236 1.943400
2026-01-11 0.178897 0.231939 0.308236 0.433752 0.654190 1.077184 2.162832
2026-01-18 0.173998 0.227917 0.306835 0.439745 0.681225 1.169075 2.543248
2026-01-25 0.164077 0.215960 0.292523 0.422917 0.663746 1.162831 2.637765
2026-02-01 0.154497 0.204259 0.278254 0.405596 0.644457 1.151670 2.723123
2026-02-08 0.149454 0.199094 0.273872 0.404894 0.657369 1.217208 3.109948
2026-02-15 0.147440 0.198354 0.276365 0.416344 0.696070 1.354820 3.889801
2026-02-22 0.143413 0.194302 0.273231 0.417338 0.713194 1.442805 4.565470
2026-03-01 0.138912 0.189290 0.268215 0.414397 0.721402 1.509187 5.225386
2026-03-08 0.134259 0.183832 0.262151 0.408983 0.723403 1.558742 5.870197
2026-03-15 0.129236 0.177588 0.254457 0.399893 0.715941 1.578417 6.366242
2026-03-22 0.127456 0.176416 0.255249 0.407212 0.747698 1.731426 8.180468
2026-03-29 0.126467 0.176448 0.258070 0.418741 0.791536 1.943941 11.365369
2026-04-05 0.122957 0.172241 0.253300 0.414575 0.795605 2.016735 13.394312
2026-04-12 0.121185 0.170801 0.253302 0.420177 0.825764 2.203281 18.420966